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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tandem Diabetes Care (TNDM) - NASDAQ Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 6.8
Avg Daily Volume: 2,097,018    Market Cap: 2.4B
Sector: Healthcare    Short Interest: 10.92
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 26, 2025 AC 6.0 $33.59 @$34.00 $5.43
($33.59)
15.97% -36.2% O -35.24% O $21.75 $12.50
( $21.75 )
130.2%
Nov. 6, 2024 AC 6.2 $34.24 @$34.00 $6.72
($34.24)
19.76% -6.54% I -2.68% I $33.32 $2.33
( $33.32 )
-65.33%
Aug. 1, 2024 AC 5.8 $35.21 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2024 AC 4.9 $36.56 @$37.50
Feb. 21, 2024 AC 4.9 $22.55 @$22.50
Nov. 1, 2023 AC 4.7 $17.75 @$17.50
Aug. 3, 2023 AC 4.7 $31.99 @$32.50
May 3, 2023 AC 4.5 $39.95 @$40.00
Feb. 22, 2023 AC 4.6 $40.05 @$40.00
Nov. 2, 2022 AC 3.8 $51.34 @$51.50

 
 
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